Many modern operating systems use UTF-8 as default encoding which will support non-latin characters correctly. Windows is not one of those, with ANSI being the default in Western installations (I have not used Windows recently, so that may have changed). Either way, you should probably force the default character encoding for the Java process, irrespective of the platform.
As described in another Stackoverflow question (see Setting the default Java character encoding?), you'll need to changed the default as follows, for the Java process:
java -Dfile.encoding=UTF-8
Additionally, since you are running in IDE you may need to tell it to display the output in the indicated charset or risk corruption, though that is IDE specific and the exact instructions will depend on your IDE.
One other thing, is if you are reading or writing text files then you should always specify the expected character encoding, otherwise you will risk falling back to the platform default.